From Jerusalem Post:

The Counter-Terrorism Bureau at the National Security Council issued a 
severe terror warning for India on Thursday.

A Pakistani terror organization affiliated with al-Qaida and responsible for 
the attacks in Mumbai last year is planning to carry out a string of attacks 
throughout the Indian subcontinent, it warned.

The warning said that while all westerners in India are in peril of being 
targeted, Israelis and places where Israelis usually congregate in large 
numbers are in more serious danger.

The bureau asked all Israelis in India to steer clear of places where 
Western tourists are found in large numbers. It put a special emphasis on 
Chabad houses, which are popular with Israeli tourists, especially during 
the High Holidays.

The bureau rated the threat as "imminent and concrete," and emphasized the 
Jammu and Kashmir regions in India's North.

Thursday's warning was unusual, as India is a friendly country and there are 
tens of thousands of Israelis in India at any given time.

Here is the Hebrew original:
http://www.nsc.gov.il/NSCWeb/Templates/Country.aspx?countryId=28

It's much like the press report, but specifically:

-- "Threat level: very high concrete threat"
-- Westerners targeted. Israelis and Chabad houses possibly targeted.
-- "definite plot against Jammu-Kashmir"
-- same terrorist group as committed the November 2008 Mumbai attacks

From 12 September
http://travel.state.gov/travel/cis_pa_tw/pa/pa_4398.html
a general travel warning about India, violence might coincide with various 
religious holidays

The Pakistani press is also mentioning Australia's concern with Pakistani 
Muslim terrorism against random people in India. So I looked up the 
Australian travel advisory material re India:

http://www.smartraveller.gov.au/zw-cgi/view/Advice/India

It specifies Mumbai to some extent.